Sunday Express in England has him going to Arse "if Wenger resigns". Taking Lazio's SMS with him.
Sunday papers in England are almost always trash, including the Express, but they are typically closer than the toilet paper like the Sunday Mirror, People etc. They have someone with some intelligence making up stories rather than a chimpanzee.
I think most consider that there is the best chance yet that Wenger won't be at Arsenal next season and the rest is putting pieces together. Allegri is the massive favourite with the UK bookies. SMS was linked to Arsenal in January, along with Juve, and they watched him at Genk. Out of all the managers at top clubs they probably think he is most available, especially with Italian coaches well en vogue.
When the bookies have odds of 5/4 or 2/1 for a new manager there is usually something in it. The last few big PL managers with overwhelming odds were Conte, Klopp and Mourinho, although they were all far easier scenarios to read, with two high profile free agents and Klopp long-linked and perfectly suited to Liverpool.